+1,089.1%
SO vs PRU
+785.9%
+303.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -0.7% |
| 7D | -1.5% | +2.4% | -3.9% | -1.9% |
| 30D | +8.1% | +6.1% | +2.0% | +7.1% |
| 3M | +0.2% | -0.7% | +0.9% | +0.2% |
| 6M | +0.4% | +22.1% | -21.7% | -2.7% |
| YTD | +8.5% | +9.8% | -1.3% | +6.6% |
| 1Y | +4.9% | +19.4% | -14.4% | +1.7% |
| 3Y | +47.9% | +50.4% | -2.5% | +37.2% |
| 5Y | +75.7% | +37.2% | +38.5% | +64.0% |
| 10Y | +178.0% | +119.5% | +58.5% | +132.4% |
| All | +1,089.1% | +785.9% | +303.2% | +561.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling